Advances in Economic and Financial Research - DOFIN Working Paper Series

from Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB
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28: A Robust Assessment of the Romanian Business Cycle

Moisa Altar, Ciprian Necula and Gabriel Bobeica

27: Calibration of LIBOR Market Model: Comparison between the Separated and the Approximate Approach

Mihaela Tuca

26: Lead – Lag Relationship between the Romanian Cash Market and Futures Market

Lucian Streche

25: Value at Risk: A Comparative Analysis

Filip Teodor Iorgulescu

24: Asset Pricing in a Two-Country Discontinuous General Equilibrium Model

Ciprian Necula

23: A Two-Country Discontinuous General Equilibrium Model

Ciprian Necula

22: The Romanian Yield Curve: the Expectations Hypothesis and Connections to the Real Economy

Alina Stefan

21: Robust Monetary Policy

Altar-Samuel, Adam

20: Pricing European and Barrier Options in the Fractional Black-Scholes Market

Ciprian Necula

19: A Framework for Derivative Pricing in the Fractional Black-Scholes Market

Ciprian Necula

18: Demand and supply shocks synchronisation. Evidence from Romania in the context of European Integration

Nora Rusu

17: Determinants of Spreads of Romanian Sovereign bonds. An application on the EMBIG spreads

Claudia Berbecaru

16: Exploring the Correlation between Real Exchange Rate Misalignment and Economic Growth in the CEE Countries

Ildiko Magyari

15: A Dynamic IS-LM Model with Adaptive Expectations

Moisa Altar

14: The impact of the trade and financial openness on the economic growth in the countries from the Eastern Europe

Macar Stoianov

13: Measuring market risk: a copula and extreme value approach

Alexandru Stanga

12: Common Volatility Trends among Central and Eastern European Currencies

Andreea Odangiu

11: Pricing American Options in a Mild Stochastic Environment

Moisa Altar and Judita Samuel

10: Stylized Facts and Discrete Stochastic Volatility Models

Alin Sima

9: Modelling and Detecting Long Memory in Stock Returns

Ciprian Necula

8: Forward Premium Puzzle: Futures Contracts Evidence and Speculation Strategies

Alina Piciorea

7: The Influence of Fiscal Policy on Economic Growth

Moisa Altar and Judita Samuel

6: Barrier Options and a Reflection Principle of the Fractional Brownian Motion

Ciprian Necula

5: Fiscal Policy, Public Capital and Economic Growth

Moisa Altar and Judita Samuel

4: Credit risk of non-financial companies in the context of financial stability

Romulus Mircea

3: Fiscal and Monetary Policies and Economic Growth

Moisa Altar

2: Option Pricing in a Fractional Brownian Motion Environment

Ciprian Necula

1: The Influence of Monetary and Fiscal Policies on Social Welfare

Moisa Altar and Judita Samuel